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1. LOB-Matching-Engine LOB-Matching-Engine Public

   High-performance C++ limit order book matching engine — 2.3M msg/s, sub-μs P50 latency, O(1) cancel, zero hot-path allocations, intrusive lists

   C++ 2 1

2. Short-Horizon-Price-Direction-5-min-from-LOB-Microstructure Short-Horizon-Price-Direction-5-min-from-LOB-Microstructure Public

   5-min directional forecast from LOB microstructure — AUROC 0.916, 84% accuracy, walk-forward CV, XGBoost/Transformer ensemble, fees & slippage modeled

   Python 2

3. ITCH-feed-handler ITCH-feed-handler Public

   Ultra-low-latency NASDAQ ITCH 5.0 feed handler — 97 ns book update, AF_XDP/recvmmsg, SIMD order-map probing, lock-free BBO cache

   C++ 1 1

4. Options-pricer Options-pricer Public

   High-performance options Greeks engine — Black-Scholes/Heston, AVX2-vectorised pricing, Google Benchmark suite

   C++

5. Stat-arb-engine Stat-arb-engine Public

   Statistical arbitrage engine — C++ signal pipeline, Python walk-forward backtesting, Streamlit P&L dashboard

   Python 1